TortoiseGit merge from remote origin

have an issue with understanding of merge.
I have feature-branch based on develop-branch. Time by time i would like to merge it with develop, because other developers can change it.
Previously, to merge it i did:

1)switch to develop

2)pull

3)switch to feature

4)merge from develop

And all worked as expected, but today i tried to just :
1)merge from remote original develop (without pull changes to local develop) and i missed some commits.

I expect, that my feature-branch will be merged with last commits from develop, but it hasn't occured.

Is it a default behaviour (because of pointer to my develop branch was not updates few time)?
Should i use "fetch remote" for that case before merge with origin?